+202.8%
TER vs JBHT
+58.3%
+144.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.8% |
| 7D | +0.6% | +4.9% | -4.3% | -2.3% |
| 30D | -8.3% | +0.6% | -8.9% | -8.4% |
| 3M | -12.2% | -3.2% | -9.0% | -10.6% |
| 6M | +17.1% | +17.0% | +0.1% | +6.4% |
| YTD | +84.7% | +41.7% | +43.0% | +49.8% |
| 1Y | +199.9% | +90.0% | +109.9% | +100.9% |
| 3Y | +232.8% | +47.0% | +185.8% | +154.4% |
| All | +202.8% | +58.3% | +144.6% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling